Related papers: Predicting Spatio-Temporal Time Series Using Dimen…
Motivated by the application to German interest rates, we propose a timevarying autoregressive model for short and long term prediction of time series that exhibit a temporary non-stationary behavior but are assumed to mean revert in the…
To predict the future evolution of dynamical systems purely from observations of the past data is of great potential application. In this work, a new formulated paradigm of reservoir computing is proposed for achieving model-free…
Building on the phase reduction theory formulated for reaction-diffusion systems with spatial translational symmetry, we develop a data-driven method that reconstructs the spatiotemporal phase dynamics of traveling and oscillating patterns.…
This paper proposes a log-linear model for the latent intensity functions of a replicated spatio-temporal point process. By simultaneously fitting correlated spatial and temporal Karhunen-Lo\`eve expansions, the model produces spatial and…
Tensor time series, which is a time series consisting of tensorial observations, has become ubiquitous. It typically exhibits high dimensionality. One approach for dimension reduction is to use a factor model structure, in a form similar to…
This paper proposes a new methodology to predict and update the residual useful lifetime of a system using a sequence of degradation images. The methodology integrates tensor linear algebra with traditional location-scale regression widely…
A time-series forecasting method for high-dimensional spatial data is proposed. The method involves optimal selection of sparse sensor positions to efficiently represent the spatial domain, time-series forecasting at these positions, and…
This paper investigates how models of spatiotemporal dynamics in the form of nonlinear partial differential equations can be identified directly from noisy data using a combination of sparse regression and weak formulation. Using the…
This paper introduces a data-driven time embedding method for modeling long-range seasonal dependencies in spatiotemporal forecasting tasks. The proposed approach employs Dynamic Mode Decomposition (DMD) to extract temporal modes directly…
An important feature of all real-world networks is that the network structure changes over time. Due to this dynamic nature, it becomes difficult to propose suitable growth models that can explain the various important characteristic…
Complex systems span multiple spatial and temporal scales, making their dynamics challenging to understand and predict. This challenge is especially daunting when one wants to study localized and/or rare events. Advances in dynamical…
We designed a model-based analysis to predict the occurrence of population patterns in distributed spiking activity. Using a maximum entropy principle with a Markovian assumption, we obtain a model that accounts for both spatial and…
With the advancement of GPS and remote sensing technologies, large amounts of geospatial and spatiotemporal data are being collected from various domains, driving the need for effective and efficient prediction methods. Given spatial data…
This paper presents a kriging method for spatial prediction of temporal intensity functions, for situations where a temporal point process is observed at different spatial locations. Assuming that several replications of the processes are…
In the literature on stochastic frontier models until the early 2000s, the joint consideration of spatial and temporal dimensions was often inadequately addressed, if not completely neglected. However, from an evolutionary economics…
This paper explores potential improvements to the Spatial-Temporal Matching algorithm for aligning the GPS trajectories to road networks. While this algorithm is effective, it presents some limitations in computational efficiency and the…
Machine learning methods trained on raw numerical time series data exhibit fundamental limitations such as a high sensitivity to the hyper parameters and even to the initialization of random weights. A combination of a recurrent neural…
In applications involving ordinal predictors, common approaches to reduce dimensionality are either extensions of unsupervised techniques such as principal component analysis, or variable selection procedures that rely on modeling the…
Describing a time series parsimoniously is the first step to study the underlying dynamics. For a time-discrete system, a generating partition provides a compact description such that a time series and a symbolic sequence are one-to-one.…
Probabilistic model checking for systems with large or unbounded state space is a challenging computational problem in formal modelling and its applications. Numerical algorithms require an explicit representation of the state space, while…